+73.1%
IVV vs VRSK
-0.4%
+73.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | +2.6% | +1.6% | +1.0% | +2.2% |
| 30D | -2.0% | +15.1% | -17.1% | -5.1% |
| 3M | -2.8% | +12.1% | -14.8% | -5.5% |
| 6M | +2.2% | +29.4% | -27.2% | -5.3% |
| YTD | +11.5% | -6.4% | +17.9% | +13.2% |
| 1Y | +13.5% | -3.6% | +17.1% | +14.0% |
| 3Y | +78.1% | -10.9% | +89.0% | +77.6% |
| All | +73.1% | -0.4% | +73.5% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VRSK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling